Effects of Nominal Contracting on Stock Returns

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

Asset returns and inflation

1977 • 2,770 citations

Stock Returns, Real Activity, Inflation, and Money

1981 • 2,625 citations

Inflation, Rational Valuation and the Market

1979 • 942 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

The Fiscal and Monetary Linkage between Stock Returns and Inflation

1983 • 895 citations

COMMON STOCKS AS A HEDGE AGAINST INFLATION

1976 • 656 citations

INFLATION AND RATES OF RETURN ON COMMON STOCKS

1976 • 524 citations

Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant

2016 • 395 citations

THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION

1976 • 370 citations

The Adjustment of Stock Prices to Information About Inflation

1981 • 367 citations

The "Fisher Effect" for Risky Assets: An Empirical Investigation

1976 • 278 citations

Inflation Uncertainty and Expected Returns on Treasury Bills

1976 • 199 citations

Common Stocks as a Hedge Against Inflation

1976 • 156 citations

Inflation and Security Returns

1975 • 106 citations

Estimates of Effective Marginal Tax Rates on Factor Incomes**Originally published in the Journal of Business, 1981, Vol. 54, No. 2. © 1981 by The University of Chicago.

1983 • 102 citations

Inflation and the Redistribution of Wealth

1974 • 98 citations

The Adjustment of Stock Prices to Information About Inflation

1981 • 91 citations

Capital asset prices versus time series models as predictors of inflation

1975 • 86 citations

The Redistributional Effects of Inflation

1957 • 58 citations

Inflation and the Stock Market

1978 • 57 citations

INFLATION AND THE MARKET VALUE OF THE FIRM: THEORY AND TESTS

1977 • 57 citations

Evidence on the "Tax Effects" of Inflation Under Historical Cost Accounting Methods

1981 • 52 citations

Redistribution of Wealth through Inflation

1959 • 43 citations

The Impact of Inflation on the Distribution of Income and Wealth

1971 • 39 citations

Inflation and the Market Value of the Firm: Theory and Tests

1977 • 22 citations

THE IMPACT OF UNANTICIPATED CHANGES IN INFLATION ON THE VALUE OF COMMON STOCKS

1972 • 20 citations

Inflation, Regulation, and Utility Stock Prices

1976 • 18 citations

Inflation and Capital Budgeting

1976 • 18 citations

Inflation and the Value of the Firm: Monetary and Depreciation Effects

1974 • 14 citations

Inflation and capital asset market prices : theory and tests

1973 • 13 citations

Missing assets, measuring the market, and testing the capital asset pricing model

1981 • 12 citations

Realized Interest Rates and Bondholders' Returns

1970 • 9 citations

Inflation and the Taxation of Capital Income in the Corporate Sector

1983 • 9 citations

Inflation and the Redistribution of Wealth

1978 • 5 citations

An appraisal of interperiod income tax allocation : a research study and report prepared for the Financial Executives Research Foundation

1974 • 4 citations

On the Association between Net Monetary Position and Equity Security Prices

1978 • 4 citations